Optimal Stopping and Free-Boundary Problems
-
- $59.99
-
- $59.99
Publisher Description
Disclosing a fascinating connection between optimal stopping problems in probability and free-boundary problems this comprehensive book covers classic methods of solution and more recent ones. Using minimal tools and key examples the book exposes optimal stopping problems at its basic principles.
GENRE
Science & Nature
RELEASED
2006
10 November
LANGUAGE
EN
English
LENGTH
524
Pages
PUBLISHER
Birkhäuser Basel
SELLER
Springer Nature B.V.
SIZE
12.5
MB
More Books Like This
Large Deviations For Performance Analysis
2019
Applied Stochastic Control of Jump Diffusions
2006
Recent Advances in Delay Differential and Difference Equations
2014
Optimal Stopping Rules
2007
Introductory Lectures on Fluctuations of Lévy Processes with Applications
2006
Point Process Theory and Applications
2006